+83.8%
KRE vs VSH
+115.4%
-31.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +1.8% |
| 7D | +0.7% | +14.3% | -13.6% | -4.7% |
| 30D | +6.1% | -7.9% | +14.0% | +6.8% |
| 3M | -5.9% | -19.9% | +13.9% | -1.6% |
| 6M | +9.6% | -30.5% | +40.1% | +11.6% |
| YTD | +14.2% | +85.7% | -71.5% | -29.8% |
| 1Y | +22.5% | +98.9% | -76.4% | -27.5% |
| 3Y | +90.4% | +32.1% | +58.3% | +28.3% |
| 5Y | +11.9% | +39.7% | -27.8% | -29.5% |
| All | +83.8% | +115.4% | -31.6% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling